+252.2%
ED vs BURL
+1,021.0%
-768.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.7% | +2.6% |
| 7D | +5.4% | +10.4% | -5.0% | +4.8% |
| 30D | +16.4% | -4.9% | +21.3% | +16.7% |
| 3M | +11.9% | -29.8% | +41.6% | +13.9% |
| 6M | +11.6% | -16.5% | +28.0% | +12.4% |
| YTD | +24.1% | -10.5% | +34.7% | +24.3% |
| 1Y | +26.9% | -5.3% | +32.2% | +26.5% |
| 3Y | +47.9% | +95.1% | -47.1% | +37.8% |
| 5Y | +87.5% | -12.1% | +99.5% | +83.1% |
| 10Y | +133.2% | +273.2% | -139.9% | +104.5% |
| All | +252.2% | +1,021.0% | -768.8% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling